Unlike my earlier 35x server, you cant just get the best armor everytime you get a new grade. On the official server you need to get each better set of armor as it comes. So in the start just work your way up the ladder till you hit 20 and THAN you stop focusing on No-Grade no matter what our wearing and start shooting for D-Grade. Although by 20 you should at least have the Bone stuff from the starting villiage. If your lucky you can get one of the better No-Grade items from Gludio, Giran or Gludin whichever your closest too (Gludio for the Humans, Gludin for Dark Elves and Elves, Giran for Dwarves and Orcs).
Oh, and shields do help. When your in a violent battle with and Imp at level 6 and its a speed match to see if you or the Imp gets the final blow and it manages to hit first, you will be deeply relieved when you see the "Shield Defense Succeeded" message, and you hit with the killing blow. Trust me, its worth it.
But you evade extremely rarely even without the shield. With a shield you have a much higher chance of getting that Shield defense than you do evading an attack completely.